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Record W3107198524 · doi:10.1109/cdc42340.2020.9303950

Reinforcement Learning in Nonzero-sum Linear Quadratic Deep Structured Games: Global Convergence of Policy Optimization

2020· preprint· en· W3107198524 on OpenAlexafffund
Masoud Roudneshin, Jalal Arabneydi, Amir G. Aghdam

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsMcGill UniversityConcordia University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsReinforcement learningMathematical optimizationMathematicsConvergence (economics)Nash equilibriumDimension (graph theory)Computer scienceMathematical economicsArtificial intelligence

Abstract

fetched live from OpenAlex

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted averages (linear regressions) of the states and actions. In this paper, we focus our attention to homogeneous weights; however, for the special case of infinite population, the obtained results extend to asymptotically vanishing weights wherein the players learn the sequential weighted mean-field equilibrium. Despite the non-convexity of the optimization in policy space and the fact that policy optimization does not generally converge in game setting, we prove that the proposed model-based and model-free policy gradient descent and natural policy gradient descent algorithms globally converge to the sub-game perfect Nash equilibrium. To the best of our knowledge, this is the first result that provides a global convergence proof of policy optimization in a nonzero-sum LQ game. One of the salient features of the proposed algorithms is that their parameter space is independent of the number of players, and when the dimension of state space is significantly larger than that of the action space, they provide a more efficient way of computation compared to those algorithms that plan and learn in the action space. Finally, some simulations are provided to numerically verify the obtained theoretical results.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.011
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.006
Threshold uncertainty score0.014

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.011
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.000
Science and technology studies0.0000.002
Scholarly communication0.0010.002
Open science0.0010.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.026
GPT teacher head0.258
Teacher spread0.232 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2020
Admission routes2
Has abstractyes

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